Composer · investment strategy
by Composer Technologies · via Composer
Buys Bitcoin on sharp dips. If rates just spiked (seen via a big TMF drop), buys the most beaten‑down crypto‑miners/crypto‑stocks instead. If neither, parks in T‑bills. Rebalanced daily with 10‑day signals.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
2 positions as of 2026-10-19
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-06-30)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-19 ()
1 of 5 funds in its are : TMF
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Macro signals label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
1) If IBIT (a Bitcoin ETF) looks short‑term “oversold” by RSI—a 0–100 gauge of recent price drop; below 32 means it fell fast—buy IBIT.<br>2) Else, if TMF (3x long Treasuries) plunged ≥10% in 10 days—a sign yields spiked—buy the more beaten‑down of WGMI (Bitcoin miners) or BLOK (crypto stocks).<br>3) Else, hold BIL (T‑bills). Rebalances daily.
Buys Bitcoin on sharp dips. If rates just spiked (seen via a big TMF drop), buys the most beaten‑down crypto‑miners/crypto‑stocks instead. If neither, parks in T‑bills. Rebalanced daily with 10‑day signals.
Crypto-cycle alpha with a cash ballast. Signals buy oversold Bitcoin or beaten-down crypto miners after rate spikes, else park in T-bills. Out-of-sample return ~16.5% with disciplined risk controls and diversification beyond the S&P 500.
Buy bitcoin and buy the dip on Miners when treasury yields have recently spiked, else hold Bitcoin.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $40k | 2026-10-19 | |
| Backtest regulatory fees | $61 | 2026-10-19 | |
| Backtest slippage cost | $477 | 2026-10-19 |
| AI categories (Composer) | bitcoin, crypto, daily rebalance, mean reversion, miners, rate-spike signal, risk-on/risk-off, tactical | ||
| Asset classes / instruments | equities |
| Logic complexity (node count) | 18 | 2026-10-19 | |
| Rebalance frequency | daily |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 1 | 2026-10-19 | |
| Ticker universe (assets the logic can hold) | show[ "BIL", "BLOK", "IBIT", "TMF", "WGMI" ] | 2026-10-19 |
| Alpha vs SPY, out-of-sample (out-of-sample) | 0.06 | 2026-10-19 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 0.75 | 2026-10-19 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.39 | 2026-10-19 |
| Remixes (copies) | 28 | 2026-10-19 | |
| Watchers | 8 | 2026-10-19 |
| Community review status | ACTIVE | 2026-10-19 |
| Backtest length | 684 | 2026-10-19 | |
| Out-of-sample length | 528 | 2026-10-19 | |
| Return, backtest period (annualized) (backtest) | 65.92% | 2026-10-19 | |
| Return, backtest period (cumulative) (backtest) | 296.04% | 2026-10-19 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 16.49% | ||
| Return, out-of-sample period (cumulative) (out-of-sample) | 37.28% | ||
| Return, trailing 1 day (out-of-sample) | 0.03% | 2026-10-19 | |
| Return, trailing 1 month (out-of-sample) | -6.91% | ||
| Return, trailing 1 week (out-of-sample) | 0.08% | 2026-10-19 | |
| Return, trailing 1 year (backtest) | -3.69% | 2026-10-19 | |
| Return, trailing 1 year (out-of-sample) | 0.22% | ||
| Return, trailing 2 weeks (out-of-sample) | -2.99% | 2026-10-19 | |
| Return, trailing 3 months (out-of-sample) | -6.47% | ||
| SPY annualized return over the backtest window (backtest) | 19.53% | 2026-10-19 |
| Calmar ratio, backtest period (backtest) | 2.61 | 2026-10-19 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.65 | ||
| Maximum drawdown, backtest period (backtest) | -25.25% | 2026-10-19 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -25.25% | ||
| Sharpe ratio, backtest period (backtest) | 1.58 | 2026-10-19 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 0.64 | ||
| Sortino ratio, backtest period (backtest) | 3.08 | 2026-10-19 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.03 | 2026-10-19 | |
| Standard deviation, backtest period (backtest) | 35.99% | 2026-10-19 | |
| Standard deviation, out-of-sample period (out-of-sample) | 31.55% |
| Annualized turnover, backtest period (backtest) | 27.26 | 2026-10-19 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 23.39 | 2026-10-19 | |
| Daily win rate, backtest period (backtest) | 71.64% | 2026-10-19 | |
| Daily win rate, out-of-sample period (out-of-sample) | 71.21% | 2026-10-19 |
Composer Technologies · Composer
Composer Technologies · Composer
